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Retry failed Lanczos eigensoves with jacobi - #3183

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JohnZed:lanczos-jacobi-fallback
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@JohnZed

@JohnZed JohnZed commented Oct 20, 2026 •

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Fixes 7714.

As noted in the issue, we get flaky failures in spectral clustering tests, because Lanczos sometimes ends up having to find eigenvalues in a very tricky matrix and the cuda 12.x cusolverDnXsyevd occasionally fails. This approach falls back from the divide-and-conquer approach (the d on the end of the function name) to a Jacobi approach. It keeps things in float32.

Tried 40000 hypothesis test variations (5 of them actually fell back to jacobi) plus 176 variations that are known to fail with the original algorithm. All pass now. Note that they all already work on CUDA 13 cusolver - this is a CUDA 12 only issue.

This change potentially affects spectral embedding and umap spectral initialization, but it seems... fine? I don't see why one of those callers would care that it in rare cases used a different eigensolver algorithm.

Previous callers of eigJacobi do not check convergence. To minimize disruption, I made the new convergence check-and-throw optional.

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